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Singular Perturbation of a Finite Horizon Problem with State-Space Constraints - MaRDI portal

Singular Perturbation of a Finite Horizon Problem with State-Space Constraints (Q4210200)

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scientific article; zbMATH DE number 1200839
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Singular Perturbation of a Finite Horizon Problem with State-Space Constraints
scientific article; zbMATH DE number 1200839

    Statements

    Singular Perturbation of a Finite Horizon Problem with State-Space Constraints (English)
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    21 September 1998
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    singular perturbations
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    optimal control
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    nonlinear systems
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    viscosity solutions
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    Hamilton-Jacobi-Bellman equations
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    Bolza problem
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    exit time problem
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    state constraints
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